Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 5.01% | 0.54 CHF | 0.57 CHF | 80'000 | 80'000 | 79'674 | 79'674 | 46'585 CHF | 48'975 CHF | 99.99% | 99.99% |
12.07.2024 | 5.14% | 0.62 CHF | 0.65 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 39'910 CHF | 42'010 CHF | 100.00% | 100.00% |
11.07.2024 | 5.73% | 0.57 CHF | 0.60 CHF | 80'000 | 80'000 | 79'914 | 79'914 | 40'805 CHF | 43'202 CHF | 99.99% | 99.99% |
10.07.2024 | 5.49% | 0.45 CHF | 0.48 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 35'444 CHF | 37'444 CHF | 100.00% | 100.00% |
09.07.2024 | 5.52% | 0.41 CHF | 0.43 CHF | 80'000 | 80'000 | 79'818 | 79'818 | 35'444 CHF | 37'447 CHF | 99.73% | 99.73% |
08.07.2024 | 5.34% | 0.45 CHF | 0.47 CHF | 80'000 | 80'000 | 79'864 | 79'864 | 36'692 CHF | 38'701 CHF | 99.26% | 99.26% |
05.07.2024 | 5.70% | 0.47 CHF | 0.49 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 39'907 CHF | 42'252 CHF | 100.00% | 100.00% |
04.07.2024 | 5.87% | 0.49 CHF | 0.52 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 38'548 CHF | 40'882 CHF | 99.61% | 99.61% |
03.07.2024 | 5.56% | 0.47 CHF | 0.49 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 36'926 CHF | 39'039 CHF | 100.00% | 100.00% |
02.07.2024 | 6.12% | 0.41 CHF | 0.43 CHF | 80'000 | 80'000 | 79'997 | 79'997 | 31'712 CHF | 33'712 CHF | 100.00% | 100.00% |